Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51596.86 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48397.8 Kr¶

PnL: ---------------------------------------> -689.77 Kr¶

DD now: ---------------------------------> -0.669 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 15:40:48.249120'

Anic Portfolio¶

Today¶

Return: -0.581 %¶

This Week¶

Return: 8.563 %¶

Total¶

Return: 68.915 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -0.160000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 -1.070000 773.600000 100.600000 14.950000 673.000000
Nordea Bank Abp 29 -0.300000 3524.660000 70.660000 2.050000 3453.999992
Fasadgruppen Group 38 2.030000 4195.200000 54.200000 1.310000 4140.999992
HEBA B 70 -1.410000 2684.500000 48.500000 1.840000 2636.000010
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.400000 3413.600000 36.600000 1.080000 3377.000000
Swedbank A 3 1.570000 600.300000 36.300000 6.440000 564.000000
Resurs Holding 22 0.040000 609.180000 35.180000 6.130000 573.999998
AcadeMedia 12 -0.480000 591.600000 34.600000 6.210000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.700000 380.400000 25.400000 7.150000 355.000000
Intrum 4 0.070000 539.800000 12.800000 2.430000 527.000000
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Securitas B 6 -1.020000 573.240000 3.240000 0.570000 570.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.190000 246.240000 0.240000 0.100000 246.000000
Coor Service Management Hold. 8 0.080000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.320000 545.000000 -1.000000 -0.180000 546.000000
Corem Property Group B 59 -1.930000 570.230000 -6.770000 -1.170000 576.999999
Midsona B 63 -3.600000 573.930000 -9.070000 -1.560000 582.999984
Boozt 12 -0.290000 1640.400000 -13.600000 -0.820000 1653.999996
Sampo Oyj SDB 7 0.090000 3836.000000 -14.000000 -0.360000 3850.000000
Essity B 2 -0.760000 545.800000 -28.200000 -4.910000 574.000000
CTEK 13 -2.130000 495.690000 -38.310000 -7.170000 533.999999
International Petroleum Corp. 5 -2.980000 553.500000 -41.070000 -6.910000 594.565215
Essity A 4 -0.900000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 -1.250000 560.610000 -52.390000 -8.550000 612.999432
Beijer Electronics Group 27 -1.780000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 -0.990000 1764.400000 -224.600000 -11.290000 1989.000002
Axfood 15 0.330000 4059.000000 -241.000000 -5.600000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48397.800000 -689.770000 -0.66902% 49087.564636

Updated:¶

'2023-01-31 15:41:01.531422'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶